[R-sig-ME] question about linear mixed models

[JOSE A ALEMAN]

Ok, so now I'm slightly confused, because I tried (1 |nation/year) and nmle
returned the exact same results that lme4 returns when you use the syntax
(1 | nation) + (1 | year). I thought was I was trying to estimate was cross
random effects, not nested random effects. To be more precise, the model I
want to estimate looks like this:

                  (Embedded image moved to file: pic08452.jpg),


where the terms (Embedded image moved to file: pic12342.jpg) and (Embedded
image moved to file: pic08045.jpg) are varying-intercept parameters for
units and time.

Yet the output is identical...

Thanks,

Jose


                                                                           
             Andrew Dolman                                                 
             <andydolman at gmail                                             
             .com>                                                      To 
                                       JOSE A ALEMAN <aleman at fordham.edu>  
             07/08/2010 03:56                                           cc 
             AM                        r-sig-mixed-models at r-project.org    
                                                                   Subject 
                                       Re: [R-sig-ME] question about       
                                       linear mixed models                 
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




Hello Jose,

lme4 can handle crossed and nested random effects whereas nlme can
only do nested random effects.

What you've specified here:

> mixed.model <- lmer (y ~ x1+x2+x3 + (1 | nation) + (1 | year), data=data)

has crossed random effects.

> and R returns the following output for the random effects:
>
> Random effects:
>  Groups   Name          Variance   Std.Dev.
>  year          (Intercept)   0.00            0.00
>  nation      (Intercept)   9.40            3.07
>  Residual                      2.42             1.56

and you seem to have zero variance associated with the random effect
"year". This may be a problem with the way you've coded your data
which is why it's helpful if you post a sample of your data, or dummy
data, with your question.

do > head(mydataframe)
the output from str (mydataframe) is useful too because we can see how
many levels of each factor you have


If you want a nested model in lme4 you should specify it as  + (1 |
nation/year) OR +(1|nation) + (1|nation:year)


I'm not sure what the model is that you specified in nlme but it can't
be the same as the one for lme4 because nlme cannot do crossed random
effects

> mixed.effects <- lme (y ~ x1+x2+x3, data=data,
>      random=~1|nation+1|year, method="REML")


Andy.